basis_olda: The basis of Orthogonal Linear Discriminant Analysis (OLDA)
Description
Orthogonal LDA (OLDA) is an extension of classical LDA where the discriminant
vectors are orthogonal to each other.
Usage
basis_olda(data, class, d = 2)
Arguments
data
Numeric matrix or data.frame of the observations, coerced to matrix.
class
The class for each observation, coerced to a factor.
d
Number of dimensions in the projection space.
Value
A numeric matrix, an orthogonal basis that best distinguishes the
group means of class.
References
Ye J (2005). "Characterization of a Family of Algorithms for Generalized
Discriminant Analysis on Undersampled Problems." J. Mach. Learn. Res.,
6, 483-502. ISSN 1532-4435.